Jaroslava Hlouskova

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Affiliations

• Institut für Höhere Studien (IHS)
  • EDIRC entry
  • location:

Research profile

author of:

• GMM Estimation of Affine Term Structure Models (repec:arx:papers:1508.01661)
  by Jaroslava Hlouskova & Leopold Sogner
• Natural Disasters As Creative Destruction? Evidence From Developing Countries (repec:bla:ecinqu:v:46:y:2008:i:2:p:214-226)
  by Jesús Crespo Cuaresma & Jaroslava Hlouskova & Michael Obersteiner
• CEEC growth projections: Certainly necessary and necessarily uncertain (repec:bla:etrans:v:13:y:2005:i:2:p:341-372)
  by Martin Wagner & Jaroslava Hlouskova
• Finite Sample Correction Factors for Panel Cointegration Tests (repec:bla:obuest:v:71:y:2009:i:6:p:851-881)
  by Jaroslava Hlouskova & Martin Wagner
• The CEEC10's Real Convergence Prospects (repec:cpr:ceprdp:3318)
  by Wagner, Martin & Hlouskova, Jaroslava
• The role of the marginal rate of substitution of wealth for a loss averse investor (repec:ebl:ecbull:eb-14-00533)
  by Jaroslava Hlouskova & Panagiotis Tsigaris
• Forecasting electricity spot-prices using linear univariate time-series models (repec:eee:appene:v:77:y:2004:i:1:p:87-106)
  by Crespo Cuaresma, Jesús & Hlouskova, Jaroslava & Kossmeier, Stephan & Obersteiner, Michael
• GMM estimation of affine term structure models (repec:eee:ecosta:v:13:y:2020:i:c:p:2-15)
  by Hlouskova, Jaroslava & Sögner, Leopold
• Multistep predictions for multivariate GARCH models: Closed form solution and the value for portfolio management (repec:eee:empfin:v:16:y:2009:i:2:p:330-336)
  by Hlouskova, Jaroslava & Schmidheiny, Kurt & Wagner, Martin
• Optimal asset allocation under linear loss aversion (repec:eee:jbfina:v:35:y:2011:i:11:p:2974-2990)
  by Fortin, Ines & Hlouskova, Jaroslava
• The consumption–investment decision of a prospect theory household: A two-period model (repec:eee:mateco:v:70:y:2017:i:c:p:74-89)
  by Hlouskova, Jaroslava & Fortin, Ines & Tsigaris, Panagiotis
• The consumption–investment decision of a prospect theory household: A two-period model with an endogenous second period reference level (repec:eee:mateco:v:85:y:2019:i:c:p:93-108)
  by Hlouskova, Jaroslava & Fortin, Ines & Tsigaris, Panagiotis
• Prospect theory and asset allocation (repec:eee:quaeco:v:94:y:2024:i:c:p:214-240)
  by Fortin, Ines & Hlouskova, Jaroslava
• Real options and the value of generation capacity in the German electricity market (repec:eee:revfin:v:14:y:2005:i:3-4:p:297-310)
  by Hlouskova, Jaroslava & Kossmeier, Stephan & Obersteiner, Michael & Schnabl, Alexander
• The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study (repec:eui:euiwps:eco2005/05)
  by Jaroslava Hlouskova & Martin Wagner
• Capital Income Taxation and Risk-Taking under Prospect Theory: The Continuous Distribution Case (repec:fau:fauart:v:64:y:2014:i:5:p:374-391)
  by Jaroslava Hlouskova & Jana Mikocziova & Rudolf Sivak & Peter Tsigaris
• AgroTutor: A Mobile Phone Application Supporting Sustainable Agricultural Intensification (repec:gam:jsusta:v:12:y:2020:i:22:p:9309-:d:442413)
  by Juan Carlos Laso Bayas & Andrea Gardeazabal & Mathias Karner & Christian Folberth & Luis Vargas & Rastislav Skalský & Juraj Balkovič & Anto Subash & Moemen Saad & Sylvain Delerce & Jesús Crespo Cuares
• An Integrated CVaR and Real Options Approach to Investments in the Energy Sector (repec:ihs:ihsesp:209)
  by Fortin, Ines & Fuss, Sabine & Hlouskova, Jaroslava & Khabarov, Nikolay & Obersteiner, Michael & Szolgayova, Jana
• The Performance of Panel Cointegration Methods. Results from a Large Scale Simulation Study (repec:ihs:ihsesp:210)
  by Wagner, Martin & Hlouskova, Jaroslava
• Growth Regressions, Principal Components and Frequentist Model Averaging (repec:ihs:ihsesp:236)
  by Wagner, Martin & Hlouskova, Jaroslava
• Finite Sample Correction Factors for Panel Cointegration Tests (repec:ihs:ihsesp:244)
  by Hlouskova, Jaroslava & Wagner, Martin
• Optimal Asset Allocation Under Linear Loss Aversion (repec:ihs:ihsesp:257)
  by Fortin, Ines & Hlouskova, Jaroslava
• Capital Income Taxation and Risk Taking under Prospect Theory (repec:ihs:ihsesp:283)
  by Hlouskova, Jaroslava & Tsigaris, Panagiotis
• What Does it Take for a Specific Prospect Theory Type Household to Engage in Risky Investment? (repec:ihs:ihsesp:286)
  by Hlouskova, Jaroslava & Tsigaris, Panagiotis
• Optimal Asset Allocation under Quadratic Loss Aversion (repec:ihs:ihsesp:291)
  by Fortin, Ines & Hlouskova, Jaroslava
• Can Macroeconomists Get Rich Forecasting Exchange Rates? (repec:ihs:ihsesp:305)
  by Costantini, Mauro & Cuaresma, Jesus Crespo & Hlouskova, Jaroslava
• GMM Estimation of Affine Term Structure Models (repec:ihs:ihsesp:315)
  by Hlouskova, Jaroslava & Sögner, Leopold
• The Consumption-Investment Decision of a Prospect Theory Household (repec:ihs:ihsesp:322)
  by Fortin, Ines & Hlouskova, Jaroslava & Tsigaris, Panagiotis
• Exchange rate forecasting and the performance of currency portfolios (repec:ihs:ihsesp:326)
  by Crespo Cuaresma, Jesus & Fortin, Ines & Hlouskova, Jaroslava
• The consumption-investment decision of a prospect theory household: A two-period model with an endogenous second period reference level (repec:ihs:ihsesp:344)
  by Hlouskova, Jaroslava & Fortin, Ines & Tsigaris, Panagiotis
• Legal Restrictions on Portfolio Holdings: Some Empirical Results (repec:ihs:ihsesp:93)
  by Hlouskova, Jaroslava & Lee, Gabriel S.
• The CEEC10's Real Convergence Prospects (repec:ihs:ihstep:20)
  by Wagner, Martin & Hlouskova, Jaroslava
• Capital income taxation under full loss offset provisions of a prospect theory investor (repec:ihs:ihswps:11)
  by Hlouskova, Jaroslava & Tsigaris, Panagiotis
• A behavioral economic approach to multiple job holdings with leisure (repec:ihs:ihswps:23)
  by Hlouskova, Jaroslava & Tsigaris, Panagiotis
• Regime-dependent commodity price dynamics: A predictive analysis (repec:ihs:ihswps:28)
  by Crespo-Cuaresma, Jesus & Fortin, Ines & Hlouskova, Jaroslava & Obersteiner, Michael
• Financial instability and economic activity (repec:ihs:ihswps:36)
  by Fortin, Ines & Hlouskova, Jaroslava & Soegner, Leopold
• Prospect theory and asset allocation (repec:ihs:ihswps:42)
  by Fortin, Ines & Hlouskova, Jaroslava
• Regime-dependent nowcasting of the Austrian economy (repec:ihs:ihswps:51)
  by Fortin, Ines & Hlouskova, Jaroslava
• Inflation Forecasting in Turbulent Times (repec:ihs:ihswps:number56)
  by Martin, Ertl & Fortin, Ines & Hlouskova, Jaroslava & Koch, Sebastian P. & Kunst, Robert M. & Soegner, Leopold
• An Algorithm for Portfolio Optimization with Transaction Costs (repec:inm:ormnsc:v:51:y:2005:i:11:p:1676-1688)
  by Michael J. Best & Jaroslava Hlouskova
• Growth Regressions, Principal Components Augmented Regressions and Frequentist Model Averaging (repec:jns:jbstat:v:235:y:2015:i:6:p:642-662)
  by Wagner Martin & Hlouskova Jaroslava
• Beating the random walk in Central and Eastern Europe (repec:jof:jforec:v:24:y:2005:i:3:p:189-201)
  by Jesús Crespo Cuaresma & Jaroslava Hlouskova
• Loss-Aversion with Kinked Linear Utility Functions (repec:kap:compec:v:44:y:2014:i:1:p:45-65)
  by Michael Best & Robert Grauer & Jaroslava Hlouskova & Xili Zhang
• Financial and economic uncertainties and their effects on the economy (repec:kap:empiri:v:50:y:2023:i:2:d:10.1007_s10663-023-09570-3)
  by Ines Fortin & Jaroslava Hlouskova & Leopold Sögner
• Inflation forecasting in turbulent times (repec:kap:empiri:v:52:y:2025:i:1:d:10.1007_s10663-024-09633-z)
  by Martin Ertl & Ines Fortin & Jaroslava Hlouskova & Sebastian P. Koch & Robert M. Kunst & Leopold Sögner
• Capital income taxation and risk taking under prospect theory (repec:kap:itaxpf:v:19:y:2012:i:4:p:554-573)
  by Jaroslava Hlouskova & Panagiotis Tsigaris
• A behavioral portfolio approach to multiple job holdings (repec:kap:reveho:v:15:y:2017:i:2:d:10.1007_s11150-015-9293-x)
  by Jaroslava Hlouskova & Panagiotis Tsigaris & Anetta Caplanova & Rudolf Sivak
• Multistep Predictions for Multivariate GARCH Models: Closed Form Solution and the Value for Portfolio Management (repec:lau:crdeep:04.10)
  by Jaroslava HLOUSKOVA & Kurt SCHMIDHEINY & Martin WAGNER
• Fundamentals, speculation or macroeconomic conditions? Modelling and forecasting Arabica coffee prices (repec:oup:erevae:v:45:y:2018:i:4:p:583-615.)
  by Jesus Crespo Cuaresma & Jaroslava Hlouskova & Michael Obersteiner
• An integrated CVaR and real options approach to investments in the energy sector (repec:rsk:journ2:2160790)
  by Ines Fortin & Sabine Fuss & Jaroslava Hlouskova & Nikolay Khabarov & Michael Obersteiner
• The Determinants of Long-Run Economic Growth: A Conceptually and Computationally Simple Approach (repec:ses:arsjes:2013-iv-2)
  by Jaroslava Hlouskova & Martin Wagner
• Forecasting exchange rates in transition economies: A comparison of multivariate time series models (repec:spr:empeco:v:29:y:2004:i:4:p:787-801)
  by Jesús Crespo Cuaresma & Jaroslava Hlouskova
• An Algorithm for Portfolio Optimization with Variable Transaction Costs, Part 2: Computational Analysis (repec:spr:joptap:v:135:y:2007:i:3:d:10.1007_s10957-007-9249-2)
  by M. J. Best & J. Hlouskova
• An Algorithm for Portfolio Optimization with Variable Transaction Costs, Part 1: Theory (repec:spr:joptap:v:135:y:2007:i:3:d:10.1007_s10957-007-9252-7)
  by M. J. Best & J. Hlouskova
• The efficient frontier for bounded assets (repec:spr:mathme:v:52:y:2000:i:2:p:195-212)
  by Michael J. Best & Jaroslava Hlouskova
• Downside loss aversion: Winner or loser? (repec:spr:mathme:v:81:y:2015:i:2:p:181-233)
  by Ines Fortin & Jaroslava Hlouskova
• Forecasting the Euro exchange rate using vector error correction models (repec:spr:weltar:v:136:y:2000:i:2:p:232-258)
  by Bas Aarle & Michael Boss & Jaroslava Hlouskova
• The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study (repec:taf:emetrv:v:25:y:2006:i:1:p:85-116)
  by Jaroslava Hlouskova & Martin Wagner
• The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study (repec:taf:emetrv:v:29:y:2010:i:2:p:182-223)
  by Martin Wagner & Jaroslava Hlouskova
• Multistep Predictions from Multivariate ARMA-GARCH: Models and their Value for Portfolio Management (repec:ube:dpvwib:dp0212)
  by Jaroslava Hlouskova & Kurt Schmidheiny & Martin Wagner
• CEEC Growth Projections: Certainly Necessary and Necessarily Uncertain (repec:ube:dpvwib:dp0403)
  by Martin Wagner & Jaroslava Hlouskova
• What's Really the Story with this Balassa-Samuelson Effect in the CEECs? (repec:ube:dpvwib:dp0416)
  by Martin Wagner & Jaroslava Hlouskova
• The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study (repec:ube:dpvwib:dp0503)
  by Jaroslava Hlouskova & Martin Wagner
• Can Macroeconomists Get Rich Forecasting Exchange Rates? (repec:wiw:wiwwuw:wuwp176)
  by Jesus Crespo Cuaresma & Mauro Costantini & Jaroslava Hlouskova
• Can Macroeconomists Get Rich Forecasting Exchange Rates? (repec:wiw:wus005:4181)
  by Costantini, Mauro & Crespo Cuaresma, Jesus & Hlouskova, Jaroslava
• Forecasting Errors, Directional Accuracy and Profitability of Currency Trading: The Case of EUR/USD Exchange Rate (repec:wly:jforec:v:35:y:2016:i:7:p:652-668)
  by Mauro Costantini & Jesus Crespo Cuaresma & Jaroslava Hlouskova
• Exchange rate forecasting and the performance of currency portfolios (repec:wly:jforec:v:37:y:2018:i:5:p:519-540)
  by Jesus Crespo Cuaresma & Ines Fortin & Jaroslava Hlouskova
• Agricultural commodity price dynamics and their determinants: A comprehensive econometric approach (repec:wly:jforec:v:40:y:2021:i:7:p:1245-1273)
  by Jesus Crespo Cuaresma & Jaroslava Hlouskova & Michael Obersteiner
• Regime‐dependent commodity price dynamics: A predictive analysis (repec:wly:jforec:v:43:y:2024:i:7:p:2822-2847)
  by Jesus Crespo Cuaresma & Ines Fortin & Jaroslava Hlouskova & Michael Obersteiner
• Real options and the value of generation capacity in the German electricity market (repec:wly:revfec:v:14:y:2005:i:3-4:p:297-310)
  by Jaroslava Hlouskova & Stephan Kossmeier & Michael Obersteiner & Alexander Schnabl